Consider an LTI system subjected to a wide sense stationary input {x(n)}, which is a white noise sequence. The cross correlation Φ_xy[m] between input x(n) and output y(n) is:
Where Φ_xx[m] = $$\sigma _{\text{x}}^2\delta \left[ {\text{m}} \right]$$ and h[.] is impulse response

A) $$\sigma _{\text{x}}^2{\text{h}}\left[ {\text{m}} \right]$$ B) $${\sigma _{\text{x}}}{\text{h}}\left[ {\text{m}} \right]$$ C) $$\frac{{\sigma _{\text{x}}^2}}{2}{\text{h}}\left[ {\text{m}} \right]$$ D) $$\frac{{{\sigma _{\text{x}}}}}{2}{\text{h}}\left[ {\text{m}} \right]$$

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Correct Answer: Option A

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Consider an LTI system subjected to a wide sense stationary input...

Consider an LTI system subjected to a wide sense stationary input {x(n)}, which is a white noise sequence. The cross correlation Φxy[m] between input x(n) and output y(n) is: Where Φxx[m] = $$\sigma _{\text{x}}^2\delta \left[ {\text{m}} \right]$$ and h[.] is impulse response

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Related Questions on Signal Processing

Consider an LTI system subjected to a wide sense stationary input {x(n)}, which is a white noise sequence. The cross correlation Φ_xy[m] between input x(n) and output y(n) is:
Where Φ_xx[m] = $$\sigma _{\text{x}}^2\delta \left[ {\text{m}} \right]$$ and h[.] is impulse response